Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.85% | 0.44 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 53'404 CHF | 45'790 CHF | 100.00% | 100.00% |
19.11.2024 | 3.03% | 0.42 CHF | 0.44 CHF | 120'000 | 100'000 | 114'291 | 100'000 | 51'325 CHF | 46'347 CHF | 100.00% | 100.00% |
18.11.2024 | 3.01% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'005 | 100'000 | 51'485 CHF | 48'237 CHF | 100.00% | 100.00% |
15.11.2024 | 3.23% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'649 | 100'000 | 51'570 CHF | 47'728 CHF | 99.99% | 99.99% |
14.11.2024 | 3.20% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'386 | 100'000 | 52'111 CHF | 48'752 CHF | 99.52% | 99.52% |
13.11.2024 | 3.52% | 0.47 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 99'147 | 52'496 CHF | 49'004 CHF | 99.32% | 99.32% |
12.11.2024 | 2.46% | 0.48 CHF | 0.50 CHF | 110'000 | 100'000 | 104'082 | 100'000 | 51'572 CHF | 50'809 CHF | 100.00% | 100.00% |
11.11.2024 | 2.49% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'985 CHF | 52'270 CHF | 100.00% | 100.00% |
08.11.2024 | 3.28% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 100'629 | 100'000 | 50'341 CHF | 51'702 CHF | 100.00% | 100.00% |
07.11.2024 | 3.14% | 0.51 CHF | 0.53 CHF | 100'000 | 100'000 | 100'332 | 97'408 | 51'062 CHF | 51'164 CHF | 99.13% | 99.13% |